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We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
We propose and analyze a broad family of games played by resource-constrained players, which are characterized by the following central features: 1) each user has a multi-dimensional action space, subject to a single sum resource…
We investigate a new class of congestion games, called Totally Unimodular (TU) Congestion Games, where the players' strategies are binary vectors inside polyhedra defined by totally unimodular constraint matrices. Network congestion games…
We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
Concurrent stochastic games (CSGs) are an ideal formalism for modelling probabilistic systems that feature multiple players or components with distinct objectives making concurrent, rational decisions. Examples include communication or…
We consider non-atomic network congestion games with heterogeneous players where the latencies of the paths are subject to some bounded deviations. This model encompasses several well-studied extensions of the classical Wardrop model which…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…
This paper investigates the game theory of resource-allocation situations where the "first come, first serve" heuristic creates inequitable, asymmetric benefits to the players. Specifically, this problem is formulated as a Generalized Nash…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…